Asymptotic Confidence Limits for Performance Measures of a Repairable System with Imperfect Service Station

This article studies the asymptotic confidence limits for the steady-state availability, failure frequency, and mean time to failure of a repairable K-out-of-(M + S) system with M operating devices, S spares, and an imperfect service station that may be interrupted by a breakdown when it is repairing for the failed devices.     

New High-Speed Computing Devices

“One method of error analysis (not the one we will use) is based upon the principles of mathematical statistics. Unfortunately, statistical methods can only be meaningfully applied when one has large amounts of data for a given system. In many cases … these large quantities of data are not available … then statistical methods are not applicable, and some other methods must be devised.”     

Some Observations on the Correlation Determinant

The lower 5% point of the correlation determinant in the null case, that is with zero parental correlations in the multivariate, normally distributed, data set, are presented for sample sizes up to 30. Repeated Monte Carlo simulation suggests that the limits are correct to +/?2 units in the third place of decimals. Thus the limits permit a test of hypothesis for the mutual independence of the variates involved. For sample sizes greater than 30, an asymptotic approximation based on the chi-squared distribution, as proposed by Morrison (2005 Morrison , D. F. ( 2005 ). Multivariate Statistical Methods , 4th . ed. London : Thompson Brooks/Cde . [Google Scholar]), is shown to be quite reliable.     

Reliability modeling of systems with two dependent degrading components based on gamma processes

Abstract

Many engineering systems have multiple components with more than one degradation measure which is dependent on each other due to their complex failure mechanisms, which results in some insurmountable difficulties for reliability work in engineering. To overcome these difficulties, the system reliability prediction approaches based on performance degradation theory develop rapidly in recent years, and show their superiority over the traditional approaches in many applications. This paper proposes reliability models of systems with two dependent degrading components. It is assumed that the degradation paths of the components are governed by gamma processes. For a parallel system, its failure probability function can be approximated by the bivariate Birnbaum–Saunders distribution. According to the relationship of parallel and series systems, it is easy to find that the failure probability function of a series system can be expressed by the bivariate Birnbaum–Saunders distribution and its marginal distributions. The model in such a situation is very complicated and analytically intractable, and becomes cumbersome from a computational viewpoint. For this reason, the Bayesian Markov chain Monte Carlo method is developed for this problem that allows the maximum likelihood estimates of the parameters to be determined in an efficient manner. After that, the confidence intervals of the failure probability of systems are given. For an illustration of the proposed model, a numerical example about railway track is presented.     

Improved confidence intervals for a binomial parameter using the bayesian method

Constructing confidence intervals for a binomial proportion parameter using the Bayesian technique is considered. For an appropriate choice of priors, the proposed Bayes confidence intervals may, in frequentist performance, uniformly improve the traditional C-P (Clopper and Pearson, 1934) confidence intervals when the sample size is not large (n < 30).     

Approximate and Fiducial Confidence Intervals for the Difference Between Two Binomial Proportions

The problem of estimating the difference between two binomial proportions is considered. Closed-form approximate confidence intervals (CIs) and a fiducial CI for the difference between proportions are proposed. The approximate CIs are simple to compute, and they perform better than the classical Wald CI in terms of coverage probabilities and precision. Numerical studies indicate that these approximate CIs can be used safely for practical applications under a simple condition. The fiducial CI is more accurate than the approximate CIs in terms of coverage probabilities. The fiducial CIs, the Newcombe CIs, and the Miettinen–Nurminen CIs are comparable in terms of coverage probabilities and precision. The interval estimation procedures are illustrated using two examples.     

A Note on the Use of Confidence Limits following Rejection of a Null Hypothesis

The equivalence of some tests of hypothesis and confidence limits is well known. When, however, the confidence limits are computed only after rejection of a null hypothesis, the usual unconditional confidence limits are no longer valid. This refers to a strict two-stage inference procedure: first test the hypothesis of interest and if the test results in a rejection decision, then proceed with estimating the relevant parameter. Under such a situation, confidence limits should be computed conditionally on the specified outcome of the test under which estimation proceeds. Conditional confidence sets will be longer than unconditional confidence sets and may even contain values of the parameter previously rejected by the test of hypothesis. Conditional confidence limits for the mean of a normal population with known variance are used to illustrate these results. In many applications, these results indicate that conditional estimation is probably not good practice.     

A ray method of confidence band construction for multiple linear regression models

This paper addresses the problem of confidence band construction for a standard multiple linear regression model. A “ray” method of construction is developed which generalizes the method of Graybill and Bowden [1967. Linear segment confidence bands for simple linear regression models. J. Amer. Statist. Assoc. 62, 403–408] for a simple linear regression model to a multiple linear regression model. By choosing suitable directions for the rays this method requires only critical points from t-distributions so that the confidence bands are easy to construct. Both one-sided and two-sided confidence bands can be constructed using this method. An illustration of the new method is provided.     

The use of variance components for the assessment of outcome measures in rheumatology

There is current interest in the development of new or improved outcome measures for rheumatological diseases. In the early stages of development, attention is usually directed to how well the measure distinguishes between patients and whether different observers attach similar values of the measure to the same patient. An approach, based on variance components, to the assessment of outcome measures is presented. The need to assess different aspects of variation associated with a measure is stressed. The terms ‘observer reliability’ and ‘agreement’ are frequently used in the evaluation of measurement instruments, and are often used interchangeably. In this paper, we use the terms to refer to different concepts assessing different aspects of variation. They are likely to correspond well in heterogeneous populations, but not in homogeneous populations where reliability will generally be low but agreement may well be high. Results from a real patient exercise, designed to study a set of tools for assessing myositis outcomes, are used to illustrate the approach that examines both reliability and agreement, and the need to evaluate both is demonstrated. A new measure of agreement, based on the ratio of standard deviations, is presented and inference procedures are discussed. To facilitate the interpretation of the combination of measures of reliability and agreement, a classification system is proposed that provides a summary of the performance of the tools. The approach is demonstrated for discrete ordinal and continuous outcomes.     

Further results for parallel systems with two heterogeneous exponential components

In this paper, we investigate ordering properties of lifetimes of parallel systems with two independent heterogeneous exponential components with respect to likelihood ratio and hazard rate orders. Two sufficient conditions are provided for likelihood ratio and hazard rate orders to hold between the lifetimes of two parallel systems, respectively. Moreover, we extend the results from exponential case to the proportional hazard rate models. The results established here strength some of the results known in the literature. Finally, some numerical examples are given to illustrate the theoretical results derived here as well.     

Confidence limits for stress–strength reliability involving Weibull models

The problem of interval estimation of the stress–strength reliability involving two independent Weibull distributions is considered. An interval estimation procedure based on the generalized variable (GV) approach is given when the shape parameters are unknown and arbitrary. The coverage probabilities of the GV approach are evaluated by Monte Carlo simulation. Simulation studies show that the proposed generalized variable approach is very satisfactory even for small samples. For the case of equal shape parameter, it is shown that the generalized confidence limits are exact. Some available asymptotic methods for the case of equal shape parameter are described and their coverage probabilities are evaluated using Monte Carlo simulation. Simulation studies indicate that no asymptotic approach based on the likelihood method is satisfactory even for large samples. Applicability of the GV approach for censored samples is also discussed. The results are illustrated using an example.     

Valid estimates for repeated randomized response methods

Surveys with sensitive characteristics (e.g. cheating in exams, fiscal evasion, social fraud, insurance fraud, discrimination, political views, financial situation) need special concepts, because normal direct questioning causes answer refusal and lies. One well-established concept is the randomized response (RR) approach. RRs protect the interviewees' privacy and facilitate their cooperation. Based on the RRs of many persons, inference is possible. A recently published article suggests two repeated RR methods. That is, each interviewee must give more than one answer. Repeated RRs are a good idea to improve the estimation efficiency of RR techniques. However, this recently published article contains serious mistakes and derives invalid estimates. For this reason, we correct these mistakes and develop valid estimates in the first part of our article. Subsequently, in the second part, we present generalized considerations that cover many more repeated RR schemes.     

Some characterization results for parallel systems with two heterogeneous exponential components

In this paper, we study ordering properties of lifetimes of parallel systems with two independent heterogeneous exponential components in terms of the likelihood ratio order (reversed hazard rate order) and the hazard rate order (stochastic order). We establish, among others, that the weakly majorization order between two hazard rate vectors is equivalent to the likelihood ratio order (reversed hazard rate order) between lifetimes of two parallel systems, and that the p-larger order between two hazard rate vectors is equivalent to the hazard rate order (stochastic order) between lifetimes of two parallel systems. Moreover, we extend the results to the proportional hazard rate models. The results derived here strengthen and generalize some of the results known in the literature.     

Properties of systems with two exchangeable Pareto components

The life lengths of the units in a system can be modelled by a bivariate distribution. In this paper, we suppose that the joint distribution of the units is a symmetric bivariate Pareto (Lomax) distribution. For this model, we obtain basic reliability properties for series and parallel systems. J. M. Ruiz Partially Supported by Ministerio de Ciencia y Tecnologia under grant BFM2003-02947 and Fundacion Seneca under grant 00698/PI/04.     

Comparisons of coherent systems with non-identically distributed components

The signature-based mixture representations for coherent systems are a good way to obtain distribution-free comparisons of systems. Unfortunately, these representations only hold for systems whose component lifetimes are independent and identically distributed (IID) or exchangeable (i.e., their joint distribution is invariant under permutations). In this paper we obtain comparison results for generalized mixtures, that is, for reliability functions that can be written as linear combinations of some baseline reliability functions with positive and negative coefficients. These results are based on some concepts in Graph Theory. We apply these results to obtain new comparison results for coherent systems without the IID or exchangeability assumptions by using their generalized mixture representations based on the minimal path sets.     

Ordering conditional general coherent systems with exchangeable components

This paper investigates some ordering properties of the residual lives and the inactivity times of coherent systems with dependent exchangeable absolutely continuous components, based on the stochastically ordered signatures between systems, extending the results of Li and Zhang [2008. Some stochastic comparisons of conditional coherent systems. Applied Stochastic Models in Business and Industry 24, 541–549] for the case of independent and identically distributed components.     

Non-Normal Bivariate Distributions with Normal Marginals

The purpose of this note is to indicate that Fieller's Theorem can be expressed in the matrix formulation of the general linear model. The practical consequence is that one general computer program which can estimate the parameters and test the validity of a pertinent model, can also compute confidence limits for the ratios of any linear combinations of the parameters.     

Comparisons between parallel systems with exponentiated generalized gamma components

Consider two parallel systems with their independent components’ lifetimes following heterogeneous exponentiated generalized gamma distributions, where the heterogeneity is in both shape and scale parameters. We then obtain the usual stochastic (reversed hazard rate) order between the lifetimes of two systems by using the weak submajorization order between the vectors of shape parameters and the p-larger (weak supermajorization) order between the vectors of scale parameters, under some restrictions on the involved parameters. Further, by reducing the heterogeneity of parameters in each system, the usual stochastic (reversed hazard rate) order mentioned above is strengthened to the hazard rate (likelihood ratio) order. Finally, two characterization results concerning the comparisons of two parallel systems, one with independent heterogeneous generalized exponential components and another with independent homogeneous generalized exponential components, are derived. These characterization results enable us to find some lower and upper bounds for the hazard rate and reversed hazard rate functions of a parallel system consisting of independent heterogeneous generalized exponential components. The results established here generalize some of the known results in the literature, concerning the comparisons of parallel systems under generalized exponential and exponentiated Weibull models.     

Modified branching process for the reliability analysis of complex systems: Multiple-robot systems

Current design practice is usually to produce a safety system which meets a target level of performance that is deemed acceptable by the regulators. Safety systems are designed to prevent or alleviate the consequences of potentially hazardous events. In many modern industries the failure of such systems can lead to whole system breakdown. In reliability analysis of complex systems involving multiple components, it is assumed that the components have different failure rates with certain probabilities. This leads into extensive computational efforts involved in using the commonly employed generating function (GF) and the recursive algorithm to obtain reliability of systems consisting of a large number of components. Moreover, when the system failure results in fatalities it is desirable for the system to achieve an optimal rather than adequate level of performance given the limitations placed on available resources. This paper concerns with developing a modified branching process joint with generating function to handle reliability evaluation of a multi-robot complex system. The availability of the system is modeled to compute the failure probability of the whole system as a performance measure. The results help decision-makers in maintenance departments to analyze critical components of the system in different time periods to prevent system breakdowns.